Control problems for Markov processes with memory

DOI10.1007/BF02666978MaRDI QIDQ1286309zbMATH OpenOpenAlexFDO

Authors R. K. Chornej, P. S. Knopov

Publication date 2 February 2000

Published in Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02666978

zbMATH Keywords

dynamic programmingexistence of an optimal stationary Markovian policylinear programmingMarkovian random fields

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40) Optimal stochastic control (93E20)

Review text

The authors consider the dynamic programming problem for Markovian random fields. Using the well-known approach from dynamic programming for Markov chains, he shows the existence of an optimal stationary Markovian policy, which may be computed via linear programming.

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Cited in

(6)

• Local control of Markovian processes of interaction on a graph with a compact set of states
• Controlled semi-Markovian fields on a graph
• Stochastic control of memory mean-field processes
• Approximation of Markov stationary sequences in stochastic control problems
• Problems of control of Markovian processes with aftereffect (compact set of solutions)
• Aspects of control for the normal Markov processes

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